Bank Of Montreal Stock Alpha and Beta Analysis
BMO Stock | USD 92.72 0.12 0.13% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Bank of Montreal. It also helps investors analyze the systematic and unsystematic risks associated with investing in Bank of Montreal over a specified time horizon. Remember, high Bank of Montreal's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Bank of Montreal's market risk premium analysis include:
Beta 1.3 | Alpha (0.14) | Risk 1.19 | Sharpe Ratio (0.04) | Expected Return (0.05) |
Enterprise Value |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Bank |
Bank of Montreal Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Bank of Montreal market risk premium is the additional return an investor will receive from holding Bank of Montreal long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Bank of Montreal. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Bank of Montreal's performance over market.α | -0.14 | β | 1.30 |
Bank of Montreal expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Bank of Montreal's Buy-and-hold return. Our buy-and-hold chart shows how Bank of Montreal performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Bank of Montreal Market Price Analysis
Market price analysis indicators help investors to evaluate how Bank of Montreal stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Bank of Montreal shares will generate the highest return on investment. By understating and applying Bank of Montreal stock market price indicators, traders can identify Bank of Montreal position entry and exit signals to maximize returns.
Bank of Montreal Return and Market Media
The median price of Bank of Montreal for the period between Sat, Jan 27, 2024 and Fri, Apr 26, 2024 is 94.18 with a coefficient of variation of 2.21. The daily time series for the period is distributed with a sample standard deviation of 2.08, arithmetic mean of 94.07, and mean deviation of 1.66. The Stock received a lot of media exposure during the period. Price Growth (%) |
Timeline |
Bank of Montreal dividend paid on 27th of February 2024 | 02/27/2024 |
1 | TSX futures inch up ahead of US inflation data | 02/29/2024 |
2 | North American Financial 15 Split Corp. Extends Termination Date | 03/12/2024 |
3 | QuoteMedia Announces 8 percent Revenue Growth for 2023 | 04/08/2024 |
4 | Orchid Island Capital Announces Estimated First Quarter 2024 Results, April 2024 Monthly Dividend and March 31, 2024 RMBS Portfolio Characteristics | 04/10/2024 |
5 | Interest Rates Witness Steepest Series Of Increases In Decades, Creating Potential Opportunities In Cash-Like Investments | 04/11/2024 |
6 | Morning News Call - Canada, April 16 | 04/16/2024 |
7 | TD Investors Meet as Probe and CEO Succession Fuel Frustration | 04/18/2024 |
8 | BMO Announces Cash Distributions for Certain BMO ETFs and ETF Series of BMO Mutual Funds for April 2024 | 04/19/2024 |
9 | Earnings call United States Antimony reveals strategic shifts amid challenges | 04/22/2024 |
10 | The Michaels Organization Hosts Ribbon Cutting for New Affordable Multifamily Community in Fort Lupton, CO | 04/24/2024 |
About Bank of Montreal Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Bank or other stocks. Alpha measures the amount that position in Bank of Montreal has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0311 | 0.0364 | 0.0419 | 0.044 | Price To Sales Ratio | 160.26 | 2.25 | 2.02 | 1.92 |
Bank of Montreal Upcoming Company Events
As portrayed in its financial statements, the presentation of Bank of Montreal's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Bank of Montreal's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Bank of Montreal's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Bank of Montreal. Please utilize our Beneish M Score to check the likelihood of Bank of Montreal's management manipulating its earnings.
27th of February 2024 Upcoming Quarterly Report | View | |
22nd of May 2024 Next Financial Report | View | |
31st of January 2024 Next Fiscal Quarter End | View | |
6th of December 2024 Next Fiscal Year End | View | |
31st of October 2023 Last Quarter Report | View | |
31st of October 2023 Last Financial Announcement | View |
Build Portfolio with Bank of Montreal
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Bank of Montreal Backtesting, Bank of Montreal Valuation, Bank of Montreal Correlation, Bank of Montreal Hype Analysis, Bank of Montreal Volatility, Bank of Montreal History and analyze Bank of Montreal Performance. To learn how to invest in Bank Stock, please use our How to Invest in Bank of Montreal guide.You can also try the Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.
Complementary Tools for Bank Stock analysis
When running Bank of Montreal's price analysis, check to measure Bank of Montreal's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Bank of Montreal is operating at the current time. Most of Bank of Montreal's value examination focuses on studying past and present price action to predict the probability of Bank of Montreal's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bank of Montreal's price. Additionally, you may evaluate how the addition of Bank of Montreal to your portfolios can decrease your overall portfolio volatility.
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Bank of Montreal technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.